DH has quit smoking because he's in beginning stages of COPD. I am trying to be considerate about my smoking, but I want to get an air filter to help clean the air.
Do any of you all have air filters? What's a good brand?

Constance, charcoal is what you're after. I'm pretty sure they sell them at Home Depot, but you will a need filter rack on your furnace so you can use the charcoal filter along with your furnace's regular air filter. Some furnace's and return air plenums have a spot already built in for a second filter.
If your house has air-conditioning you can run the furnace blower all the time (turn it from auto to manual at the thermostat) and that should help circulate the air and a lot of the smoke so it passes through the charcoal filter, but of course you have curtains, rugs and clothing that will still absorb some of the smoke. One of those ion type air cleaners running in the room you are smoking in will help a lot to.

Now would be the time to quit.
Eventually there will be oxygen in the house, and you
don't want to be smoking around that.

Alternatively.... take it outside, or designate a smoking room in the
house that he doesn't use.

edit to add: An air filter, unless you sit behind it and blow all your smoke AND capture the
smoke from the ciggies, will not be very much help at all. He will already have breathed in the
poisons by the time the air gets circulated through the filter, if you are smoking in the same room.
(We checked into filters, cuz I was a smoker when my Dad was diagnosed. Dad eventually decided
to smoke anyway, so that ended that conundrum.)

Pacanis, thank you for the very practical ideas. I hadn't thought about the furnace filter...I believe we can do that, and running the fan all the time is a good idea.
I forgot to mention that our living room ceiling peaks at 30 feet and there are ceiling fans running above the balcony, where the ceiling shoots up a bunch higher. I know that sounds confusing, but our house is shaped like an old-fashioned chicken coop, if that helps.
I'm looking at buying something in the $200-$400 range. I have allergy issues to contend with as well.

So...if anyone has experience with air purifiers, I would appreciate your input.

A friend of mine sold me one about 8 years ago and it does help the air smell fresher. I keep the ozone adjustment turned down so I'm not "ozoned out". I don't particularly like the smell of ozone and this unit has an adjustment plus its own fan.
Part of the pitch was rubbing an onion on your hand and having the ozone kill the smell. It did. Also, watching this purifier element totally "eat" smoke in an enclosed cube (I saw that at their warehouse). It did.

Your results may vary, but I have one of these and it does do pretty much what they say it will. I don't remember what I paid for it, but I know it wasn't 400.

That's pretty neat looking. Looks like you get a LOT of natural light let in up high, where it does some good and doesn't glare in.
I've never seen that style before. And here I am in Pennsylvania with the Pennsylvania Dutch in my back yard (lol)

I've had three Ionic Breeze(s) - at different times. Had to clean it at least once a week. (And by clean them - not w a cloth like the commercial shows. The brown tar would only come off w 409.) Problem was - the metal adapter thingies (inside) are so fragile that they broke every time. Also had air purifiers, ionizers, oscillating fan ionizers - you can still smell the smoke. Bought my furnace filters on ebay. The one I have now needs to be changed every three months. There are some that are washable & pricier, but I've not tried them. I have two plug ins from QVC (filterless), & don't think they do anything. So far, the Ionic Breeze was the best.